The object of this article was to identify important methodological problems related to studying vulnerable groups. Ethnic minorities are difficult to contact and likely to refuse participation in social-science research, including victimization studies. This is problematic since difficulties accessing a group for research purposes may result in a lack of research; in turn leading to a knowledge gap concerning some groups lived experiences. Based on interviews with members of the Roma community we identity difficulties related to gaining access to the population for research purposes. Results show that researchers studying minorities need to gain cultural understanding and competence.